The Smoothing Newton Method for Solving the Extended Linear Complementarity Problem

摘要

The extended linear complementarity problem(denoted by ELCP) can be reformulated as the solution of a nonsmooth system of equations.By the symmetrically perturbed CHKS smoothing function,the ELCP is approximated by a family of parameterized smooth equations.A one-step smoothing Newton method is designed for solving the ELCP.The proposed algorithm is proved to be globally convergent under suitable assumptions.